Scholarly Works

Meaningful Multicollinearity Measures

Journal article

Meaningful Multicollinearity Measures

Abstract

Problems of multicollinearity in regression analysis are considered and numerical measures established to assess the extent of multicollinearity in a set of regression data with respect to parameter confidence regions and tests of hypotheses, the effective sample size, and predictability.

Authors

Willan AR; Watts DG

Journal

Technometrics, Vol. 20, No. 4, pp. 407–412

Publisher

Taylor & Francis

Publication Date

November 1, 1978

DOI

10.1080/00401706.1978.10489694

ISSN

0040-1706

Associated Experts

Andy Willan

Professor Emeritus, Faculty of Health Sciences

Labels

Fields of Research (FoR)

49 Mathematical Sciences 4905 Statistics

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